It sounds like you don't have a plan to start somewhere in the Spring. Do you feel safe? Are you ok--like inside your head? If you do not feel safe or feel like you might hurt yourself, please get in touch with one of the chaplains--or your TAC or one of the many resources available to you. that is the most important thing--that you should feel like you are not in any danger.
Now, It is ok to feel unhappy and overwhelmed with 1) being a plebe and 2) the pressures of the end of your first semester of college. These can be hard times. It is ok to go through periods where you do not remember why you wanted to go to West Point (1) to be an Army Officer but (2) FOR THE CHALLENGE! You wanted to do something hard & unusual.
So, before you decide to transfer, please attempt to finish strong these last two weeks--whether you stay or go, the grades and credits that you earn now--you need them. They stay with you for the rest of your life and can help you--especially if you walk out of USMA and go to civiian college--you won't have to 'pay' for these many credits.
Talk to a chaplain or someone at the Center for Personal Development or if you have a trusted teacher or mentor to discuss how you are doing and what you might do as your next step. You might also wish to talk to your parents. If you decide to transfer, you may wish to do so from a position of power rather than from just leaving without a plan. NOT NOW--please, focus on final projects--and TEE's--but during the winter break, you can spend time thinking about and researching colleges you might wish to attend. You could even fill out a few transfer applications to see how that feels and open your options. As long as you are feeling ok (mentally and physically), you might plan to apply to other schools, and then go back to USMA and try it for one more semester--again, those college credits stay with you when you transfer. (You then give yourself a LOT more time to make a final decision--and also, the summers at USMA are the best--you get to do wonderful, fun, different things--and finishing plebe year is a great feeling.)
Try to finish strong this term. You will need those credits, no matter what.